+142.1%
GOOG vs BAX
-34.3%
+176.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -2.0% |
| 30D | -3.6% | -12.4% | +8.8% | -2.5% |
| 3M | -6.4% | +19.1% | -25.5% | -7.8% |
| 6M | +7.8% | +38.6% | -30.8% | +4.6% |
| YTD | +5.5% | +26.7% | -21.2% | +2.7% |
| 1Y | +38.3% | +1.0% | +37.2% | +36.5% |
| All | +142.1% | -34.3% | +176.5% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling